02-28-2018 04:58 PM
data WANT; set HAVE nobs=nobs; do _i = _n_ to nobs until(other_date > date_l_); set HAVE( rename=( _ric=other_ric date_l_= other_date price = other_price new_time = other_time) keep=_ric date_l_ price int1min new_time) point=_i; if other_ric=_ric and new_time > new_time+300 and other_date = date_l_ then do; new_price = other_price; leave; end; end; drop other_: ; run;
However, the code did not work correctly at all time. As shown in the pic, the
new_price is correct in green rectangle but is incorrect in red rectangle. Could anyone help me to solve this problem? I attached a sample of data as well.
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